I'm in the stages of building a waste oil furnace with the goal being to melt cast-iron. I'm following the 'Artful Bodger' design (bought his book w/plans).
http://www.artfulbodgermetalcasting.com
I sourced my refractories from 'refractories west'
http://www.refwest.com who are based out of Colorado. You can buy it by the bag there, no minimum. Shipping to Calgary was stupid (~600) so I shipped to the border (about 100 USD for 3 bags) and picked it up. I didn't have any reasonable luck sourcing 3000 degree refractory in this province. When you ask for 3 or 4 bags, people just blink at you. There were a couple of places in Edmonton who would have considered it, but i seemed to be more of a bother. 15 years ago, when I build my first furnace, I went down to Clayburn Refractories in the NE (I think they are defunct now) and a guy gave me 3 bags off a service truck for 40 bucks. The good 'ol days......
I am still amassing material for my build, the shell will be a 60 gallon air compressor tank I picked up at auction for 20 bucks. I got two at that price, not intending to use them for air -- but to provide a touch rigid shell for projects like this.